Anic Equity¶

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Total return since start: 0.693 %¶

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Equity now: -----------------------------> 51705.87 Kr¶

Max Equity ever reached: ------------> 51912.9 Kr¶

Portfolio value: --------------------------> 48499.45 Kr¶

PnL: ---------------------------------------> -580.72 Kr¶

DD now: ---------------------------------> -0.399 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 16:58:31.977989'

Anic Portfolio¶

Today¶

Return: 8.792 %¶

This Week¶

Return: 8.792 %¶

Total¶

Return: 69.272 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.270000 3348.000000 169.400000 5.330000 3178.600002
HMS Networks 2 0.000000 780.000000 107.000000 15.900000 673.000000
Nordea Bank Abp 29 0.590000 3535.680000 81.680000 2.360000 3453.999992
HEBA B 70 -3.490000 2712.500000 76.500000 2.900000 2636.000010
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
SAAB B 8 0.000000 3420.000000 43.000000 1.270000 3377.000000
AcadeMedia 12 2.050000 591.240000 34.240000 6.150000 557.000004
Resurs Holding 22 -0.500000 606.980000 32.980000 5.750000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -5.900000 384.300000 29.300000 8.250000 355.000000
Swedbank A 3 0.330000 591.300000 27.300000 4.840000 564.000000
OEM International B 7 0.000000 547.400000 19.400000 3.670000 527.999997
Intrum 4 -1.570000 539.400000 12.400000 2.350000 527.000000
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
Norva24 Group 16 -0.860000 555.200000 12.200000 2.250000 543.000000
Securitas B 6 -1.310000 580.320000 10.320000 1.810000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Karnov Group 9 -0.990000 540.000000 4.000000 0.750000 536.000004
Corem Property Group B 59 -5.380000 580.560000 3.560000 0.620000 576.999999
Creaspac SPAC 6 -0.210000 580.200000 3.200000 0.550000 577.000002
Midsona B 63 3.220000 585.900000 2.900000 0.500000 582.999984
Samhällsbyggnadsbo. i Norden D 12 -3.550000 247.920000 1.920000 0.780000 246.000000
Coor Service Management Hold. 8 -1.920000 530.400000 -1.600000 -0.300000 532.000000
Handelsbanken A 5 0.510000 543.000000 -3.000000 -0.550000 546.000000
Fasadgruppen Group 38 3.040000 4126.800000 -13.000000 -0.310000 4139.799990
Boozt 12 -2.160000 1634.400000 -19.600000 -1.190000 1653.999996
Sampo Oyj SDB 7 1.300000 3829.000000 -21.000000 -0.550000 3850.000000
CTEK 13 0.030000 509.730000 -24.270000 -4.540000 533.999999
International Petroleum Corp. 5 -0.700000 570.000000 -24.570000 -4.130000 594.565215
Essity B 2 2.660000 548.600000 -25.400000 -4.430000 574.000000
Essity A 4 2.420000 1100.000000 -49.000000 -4.260000 1149.000000
Vivesto 1368 0.790000 558.420000 -54.580000 -8.900000 612.999432
Beijer Electronics Group 27 4.490000 3018.600000 -64.200000 -2.080000 3082.800006
OX2 22 0.620000 1777.600000 -210.600000 -10.590000 1988.199994
Axfood 15 1.690000 4068.000000 -230.800000 -5.370000 4298.800005
Ovzon 64 -0.190000 3417.600000 -576.800000 -14.440000 3994.400000
TOTAL 48499.450000 -580.720000 -0.3988% 49080.164634

Updated:¶

'2023-01-30 16:58:45.189734'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶